FRactal DAX 30 tick

• 03/03/2018 at 4:02 PM #64293
  GraHal

  Thank you Aloysius, might you be able to optimise over 200,000 bars and post on here the equity curve, results and variable settings please?

  There is only about 4 variables to optimise if I recall correctly?

  Many Thanks in Anticipation
  GraHal
  PS Anybody else with 200,000 bars feel free to optimise and help us (and yourself!) please 😉

  

  GraHal

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  03/03/2018 at 7:55 PM #64310
  Eric

  Aloysius wrote:

  Sorry to be as always the bad news messenger with my 200,000 bars backtests but it seems that there is an over-optimisation in the tested period…

  I think it could be profitable as long as we have the high volatility markets we have had since the end of january

  if the markets starts to calm down it could be the time to stop the system?

  if looking at especially DOW its a total change in market comparing end of 2017 to the start of 2018 and i think it will continue (but dont listen to me i am a bear;)

  

  Eric

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  03/04/2018 at 10:23 AM #64343
  JR1976

  Should be intetest to add some indicator for test the volatility ?

  There is something available in the platform ?

  About the little optimization

  Could be interest to optimize the ‘cp’ for 2017 period and play and check the correct value for this period

  Anyone has this possibility ?

   

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  GraHal

  

  JR1976

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  03/04/2018 at 3:14 PM #64361
  Aloysius

  I’ve tried to optimize for 200,000 bars but changes are minor and the results are still not  interesting for the first period. Here are the results with CP=32, TP = 35 and SL = 60.

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  GraHal

  

  Aloysius

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  03/04/2018 at 3:26 PM #64364
  Eric

  maybe stop and TP should be based on ATR or something when volatility changes this much over time?

  

  Eric

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  03/04/2018 at 9:16 PM #64371
  JR1976

  ATR could be a solution to follow the volatility change …I ‘ll try to envelope a code with atr

  FOllow  the code  1 min time frame ..the backtest  is from december 2017

  the target profit is low ,…  I don’t know if  with more backtest bar 200k is better  than before

  Fract DAX 1 min

  DEFPARAM CumulateOrders = false defparam flatafter = 210000 defparam flatbefore = 090000 ///BILL WILLIAM FRACTAL INDICATOR //CP=PERIOD CP=42 if close[cp] >= highest[2*cp+1](close) then LH = 1 else LH=0 endif if close[cp] <= lowest[2*cp+1](close) then LL= -1 else LL=0 endif if LH=1 then HIL = close[cp] endif if LL = -1 then LOL=close[cp] endif // RETURN, HIL COLOURED(0,200,0) AS "BREAKOUT LEVEL LONG",HIL COLOURED(200,0,0) AS "BREAKOUT LEVEL SHORT" Positionsize=1 if (time >=083000 and time < 110000) then C1 = (close CROSSES OVER HIL) D1 = (close CROSSES UNDER LOL) IF c1 and not shortonmarket THEN BUY positionsize CONTRACT AT market tp=10 //tp=tp ENDIF IF D1 and not longonmarket THEN SELLSHORT positionsize CONTRACT AT market tp=10 //tp=tp ENDIF ENDIF set stop ploss 96 set target pprofit tp

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  DEFPARAM CumulateOrders = false defparam flatafter = 210000 defparam flatbefore = 090000 ///BILL WILLIAM FRACTAL INDICATOR //CP=PERIOD CP=42 if close[cp] >= highest[2*cp+1](close) then LH = 1 else LH=0 endif if close[cp] <= lowest[2*cp+1](close)  then LL= -1 else LL=0 endif if LH=1 then HIL = close[cp] endif if LL  = -1 then LOL=close[cp] endif // RETURN, HIL COLOURED(0,200,0) AS "BREAKOUT LEVEL LONG",HIL COLOURED(200,0,0) AS "BREAKOUT LEVEL SHORT"     Positionsize=1     if (time >=083000 and time < 110000) then C1 = (close CROSSES OVER HIL) D1 = (close CROSSES UNDER LOL) IF c1  and not shortonmarket THEN BUY positionsize CONTRACT AT market tp=10 //tp=tp ENDIF   IF D1   and not longonmarket THEN SELLSHORT positionsize CONTRACT AT market tp=10 //tp=tp   ENDIF ENDIF   set stop ploss 96   set target pprofit tp

   

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  Jeroen1234, GraHal

  

  JR1976

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  03/05/2018 at 2:23 PM #64447
  GraHal

  Re code in post above … might we we need more conditions on the range and body of the bars that trigger trades?

  See attached … red squiggle surrounds the 3 bars that triggered the SellShort but then this was followed by (in my opinion) a much more meaningful Fractal (due to bigger range and bodies) for a Long entry?

  I have not read the code just looked at the Trade so if I am wrong then apologies.

  I was Live in the Trade, but took a a view on market structure and managed  after a upper 20’s point loss to exit at breakeven! Phew! 🙂

  Cheers
  GraHal

  

  GraHal

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  03/06/2018 at 7:26 AM #64535
  ALE

  Very good result!

  

  ALE

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  03/06/2018 at 7:29 AM #64536
  ALE

  Someone have already test in demo to confirm probacktest result?

  thanks

  Ale

  

  ALE

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  03/06/2018 at 11:28 AM #64568
  JR1976

  Yesterday in demo account , goodresult

  Today no trade

   

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  GraHal

  

  JR1976

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  03/06/2018 at 11:31 AM #64570
  JR1976

  enclosed the  equity of demo account

   

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  GraHal

  

  JR1976

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  03/06/2018 at 1:20 PM #64578
  GraHal

  To me that equity curve suggests the strategy is not getting in at the correct point in the price curve due to the drops after entry?

  The final profit is more that the market swings have been kind after entry and resulted in a profit?

  Maybe it’s just a few entry points, which is inevitable? It is good overall profit and good gain to loss etc.

  Daft thing is I spent some time on it last night adding logical improvements (as I thought!) but it made it worse! 🙁

  Cheers
  GraHal

  

  GraHal

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  03/08/2018 at 10:07 AM #64748
  Sonia

  Hello Gertrade,

  I tried your strategy williams fractal 28s Dax and  I have this message: Votre Probacktest dépasse la limite d’occurences pour l’optimisation Walk Forward ….. Passez à la version premium.
  

   I tried with your differents strategies but I have the same message every time? I absolutely need the premium version to use your strategies?

  Thank you

  Sonia

  

  Sonia

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  03/08/2018 at 10:11 AM #64749
  GraHal

  Hi Sonia

  Change the  limit of occurrences  to 5.

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  Gertrade

  

  GraHal

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  03/08/2018 at 10:21 AM #64753
  Gertrade

  Hi Sonia,

  Personally, I do not use the Premium version on the demo account, I only have the Premium version on my real account.
  I have never had this problem on my demo account and I feel incompetent to answer you.
  Maybe Nicolas knows the answer or someone else?
  Otherwise, we will have to ask the question to Prorealtime, either on the phone, or in the queue of the forum provided for questions Prorealtime.
  Still sorry, but it seems that it comes only from your platform.

  Cordially.
  Gertrade

  

  Gertrade

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